59 citations · 74 across the 16 of their papers we have counts for
Showing 2022 · stat.MEShow all
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stat.ME2022★ 1 cited
Matrix-valued Network Autoregression Model with Latent Group Structure
Yimeng Ren, Xuening Zhu, Ganggang Xu +1
Matrix-valued time series data are frequently observed in a broad range of areas and have attracted great attention recently. In this work, we model network effects for high dimens…
stat.ME2022★ 2 cited
Simultaneous Estimation and Group Identification for Network Vector Autoregressive Model with Heterogeneous Nodes
Xuening Zhu, Ganggang Xu, Jianqing Fan
Individuals or companies in a large social or financial network often display rather heterogeneous behaviors for various reasons. In this work, we propose a network vector autoregr…